DSS Options History — October 2015

In October 2015, DSS traded between $423.40 and $534.82. ATM implied volatility averaged 171.9%, placing in the 79.1% IV rank vs the trailing year. IV traded above realized volatility by 47.7% (HV 20d: 124.2%). Net GEX was positive for 0 of 22 trading days.

Notable Days

  • 2015-10-21: Largest IV drop — 100.0% change
  • 2015-10-29: Highest IV Rank — 99.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$475.06$423.40$534.82$423.40$534.82
ATM IV171.9%114.1%198.4%186.2%198.4%
HV 20d124.2%60.9%164.8%163.8%67.1%
HV 60d110.9%109.8%112.5%112.5%111.4%
IV Rank79.1%35.9%99.0%89.9%99.0%
IV Percentile67.7%2.9%97.6%83.8%97.6%
Bid-Ask Spread %131.875.38173.48172.2327.97
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-10-01$423.40$0.000.0%0.0%163.8%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2015-10-02$423.40$0.000.0%0.0%163.8%0.0%0.0%0.0%0.0%0000.00168.24N/AN/A0000
2015-10-05$445.68$0.000.0%0.0%164.8%0.0%0.0%0.0%0.0%0000.00111.22N/AN/A0000
2015-10-06$423.40$0.000.0%0.0%164.6%0.0%0.0%0.0%0.0%0000.00112.77N/AN/A0000
2015-10-07$445.68$0.000.0%0.0%163.9%0.0%0.0%0.0%0.0%0000.00145.67N/AN/A0000
2015-10-08$445.68$0.000.0%0.0%163.9%0.0%0.0%0.0%0.0%0000.00111.83N/AN/A0000
2015-10-09$423.40$0.000.0%0.0%160.5%0.0%0.0%0.0%0.0%0000.00144.17N/AN/A0000
2015-10-12$445.68$0.000.0%0.0%157.3%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-10-13$445.68$0.000.0%0.0%146.8%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-10-14$445.68$0.000.0%0.0%145.6%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-10-15$445.68$0.000.0%0.0%145.6%0.0%0.0%0.0%0.0%0000.00173.48N/AN/A0000
2015-10-16$467.97$0.000.0%0.0%119.1%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-10-19$490.25$0.000.0%0.0%120.6%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2015-10-20$534.82$0.00186.2%0.0%116.9%89.9%0.0%0.0%0.0%0000.005.38N/AN/A0000
2015-10-21$534.82$0.000.0%0.0%101.7%0.0%0.0%0.0%0.0%0000.00129.52N/AN/A0000
2015-10-22$534.82$0.000.0%0.0%86.8%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2015-10-23$534.82$0.00114.1%0.0%83.9%35.9%0.0%0.0%0.0%0000.00143.24N/AN/A0000
2015-10-26$512.53$0.00188.7%0.0%82.8%91.7%0.0%0.0%0.0%0000.00165.82N/AN/A0000
2015-10-27$512.53$0.000.0%0.0%81.4%0.0%0.0%0.0%0.0%0000.005.38N/AN/A0000
2015-10-28$490.25$0.000.0%0.0%71.1%0.0%0.0%0.0%0.0%0000.00137.98N/AN/A0000
2015-10-29$490.25$0.00198.4%0.0%60.9%99.0%0.0%0.0%0.0%0000.00112.81N/AN/A0000
2015-10-30$534.82$0.000.0%0.0%67.1%0.0%0.0%0.0%0.0%0000.0027.97N/AN/A0000